… It is often necessary to test for the presence of seasonal unit roots … the seasonal difference
of the series over the transformations of the series by applying specific filters for each seasonal …

… unit root tests that use seasonally adjusted data; see Ghysels and Perron (1993). Seasonality
… below, such errors would make standard unit root tests invalid. The disadvantage of using …

… This paper considers testing for seasonal unit roots in a univariate time-series process, … unit
roots at the zero, Nyquist, and harmonic seasonal frequencies. We allow a general seasonal …

… It is common practice to test for the presence of seasonal unit roots in data recorded at … set
of filters and corresponding tests that consider unit roots separately at each seasonal and zero …

… distributions of the regression-based seasonal unit root test … near seasonal integration+
Our results generalize those presented in previous studies by allowing for an arbitrary seasonal …

… We further propose near-efficient regression-based seasonal unit root tests using local …
unit root tests, are shown to have limiting null distributions and asymptotic local power functions …

… number of autoregressive unit roots being over-estimated. It is well known in the nonseasonal
unit root testing … implemented in this paper to test for seasonal unit roots. The procedure is …

… is consistent and that the asymptotic distributions of unit root tests remain invariant to filtering
with X-11. The implications for the size and power of unit root tests are also discussed. Sims …

… have developed a method of testing for seasonal unit roots of … find their limiting distributions
as the number of observations … we can obtain the approximate distribution function of ~ PU2 …

… seasonal MA unit root tests in the first-order seasonal … distribution function of R(01 ) under
different values of C1 can be obtained by inverting the corresponding characteristic function …